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Potential theory of infinite dimensional Lévy processes
Authors:Lucian Beznea  Aurel Cornea  Michael Röckner
Institution:a Simion Stoilow Institute of Mathematics of the Romanian Academy, P.O. Box 1-764, RO-014700 Bucharest, Romania
b Katholische Universität Eichstätt-Ingolstadt, D-85071 Eichstätt, Germany
c Fakultät für Mathematik, Universität Bielefeld, Postfach 100 131, D-33501 Bielefeld, Germany
d Departments of Mathematics and Statistics, Purdue University, 150 N. University St. West Lafayette, IN 47907-2067, USA
Abstract:We study the potential theory of a large class of infinite dimensional Lévy processes, including Brownian motion on abstract Wiener spaces. The key result is the construction of compact Lyapunov functions, i.e., excessive functions with compact level sets. Then many techniques from classical potential theory carry over to this infinite dimensional setting. Thus a number of potential theoretic properties and principles can be proved, answering long standing open problems even for the Brownian motion on abstract Wiener space, as, e.g., formulated by R. Carmona in 1980. In particular, we prove the analog of the known result, that the Cameron-Martin space is polar, in the Lévy case and apply the technique of controlled convergence to solve the Dirichlet problem with general (not necessarily continuous) boundary data.
Keywords:Abstract Wiener space  Infinite dimensional Brownian motion    vy process on Hilbert space  Capacity  Polar set  Lyapunov function  Dirichlet problem  Controlled convergence
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